You've been Nucky for two years now. Have you changed your approach from last season?

I've never worked on something that went on this long. I was a character on 'The Sopranos,' but I only lasted a season. This is like working on an extended film that you don't know the script to and I like it - I like being surprised. I will sometimes ask Terry about something that's going to happen in the future because it might affect the scene that I'm doing that day, but otherwise I really try not to ask too many questions. The characters don't know; they're living day to day.

Nucky and Margaret went through a lot this year.

Their relationship gets deeper because they're living together. And Nucky certainly gets closer to her kids. That means a lot to him, and I think that does have an effect on Margaret. At the same time, the more that Margaret learns about Nucky's world, the more troubling it is for her.

They seem to fall out when it comes to religion.

I don't think Nucky is dismissive of religion. It's just not for him. It does cause a rift because he tries to understand, but it's not in his makeup. He doesn't understand why people fall for it. In some ways, it's a healthier attitude. Nucky does have a lot of problems, and he's under pressure and stress. But guilt doesn't seem to be one of them. He does the things he does because he feels like in some way, it's the right thing to do. Or that he has no choice. So he really doesn't lose sleep over these decisions and actions.

Speaking of, can you discuss Jimmy's final scene?

I like Michael Pitt. You hate to see somebody like that leave the show. Having to do a scene like that, where I am killing another actor who I like - and then on top of that, my character is the reason that he's leaving... It's one of the times where I called Terry and Tim Van Patten and said, "We have to talk about this." Terry really had to remind me who Nucky is, and why he can't let this go, no matter how much Nucky loves Jimmy. The guy that he is cannot let this stand. I asked about each line and each beat of the scene because I just wanted to make sure I fully understood it.� �

It's a huge moment for Nucky. I don't think it came easy for him. He would have preferred things going a different way. A better way. But as he says in the scene to Jimmy, the choice was his. Jimmy brought them to this.

What's the best part of being Nucky?

It feels like he's a character that's going to be around a while. It's more than the power that he enjoys. He's a force. He's right in the thick of things. That's what I really like: He's obviously so important to this story. And he's a fun character to play, and to be in his shoes. In his very expensive shoes.